+132.4%
MO vs TOST
-47.1%
+179.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -0.8% | +3.0% | -3.7% | -0.8% |
| 30D | +6.5% | +10.3% | -3.8% | +6.4% |
| 3M | +18.3% | -3.3% | +21.6% | +18.3% |
| 6M | +15.6% | +37.8% | -22.2% | +15.2% |
| YTD | +38.8% | -2.8% | +41.6% | +39.0% |
| 1Y | +41.6% | -9.6% | +51.2% | +41.9% |
| 3Y | +138.2% | +144.6% | -6.4% | +132.1% |
| 5Y | +150.5% | -31.0% | +181.5% | +143.1% |
| All | +132.4% | -47.1% | +179.5% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TOST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling